CME Euro FX (E) Future December 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Feb-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Feb-2011 | 
                    10-Feb-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.3649 | 
                        1.3575 | 
                        -0.0074 | 
                        -0.5% | 
                        1.3618 | 
                     
                    
                        | High | 
                        1.3649 | 
                        1.3575 | 
                        -0.0074 | 
                        -0.5% | 
                        1.3750 | 
                     
                    
                        | Low | 
                        1.3649 | 
                        1.3575 | 
                        -0.0074 | 
                        -0.5% | 
                        1.3513 | 
                     
                    
                        | Close | 
                        1.3649 | 
                        1.3519 | 
                        -0.0130 | 
                        -1.0% | 
                        1.3513 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                        1 | 
                        1 | 
                        0 | 
                        0.0% | 
                        57 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.3556 | 
                1.3538 | 
                1.3519 | 
                 | 
             
            
                | R3 | 
                1.3556 | 
                1.3538 | 
                1.3519 | 
                 | 
             
            
                | R2 | 
                1.3556 | 
                1.3556 | 
                1.3519 | 
                 | 
             
            
                | R1 | 
                1.3538 | 
                1.3538 | 
                1.3519 | 
                1.3547 | 
             
            
                | PP | 
                1.3556 | 
                1.3556 | 
                1.3556 | 
                1.3561 | 
             
            
                | S1 | 
                1.3538 | 
                1.3538 | 
                1.3519 | 
                1.3547 | 
             
            
                | S2 | 
                1.3556 | 
                1.3556 | 
                1.3519 | 
                 | 
             
            
                | S3 | 
                1.3556 | 
                1.3538 | 
                1.3519 | 
                 | 
             
            
                | S4 | 
                1.3556 | 
                1.3538 | 
                1.3519 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 04-Feb-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.4303 | 
                1.4145 | 
                1.3643 | 
                 | 
             
            
                | R3 | 
                1.4066 | 
                1.3908 | 
                1.3578 | 
                 | 
             
            
                | R2 | 
                1.3829 | 
                1.3829 | 
                1.3556 | 
                 | 
             
            
                | R1 | 
                1.3671 | 
                1.3671 | 
                1.3535 | 
                1.3632 | 
             
            
                | PP | 
                1.3592 | 
                1.3592 | 
                1.3592 | 
                1.3572 | 
             
            
                | S1 | 
                1.3434 | 
                1.3434 | 
                1.3491 | 
                1.3395 | 
             
            
                | S2 | 
                1.3355 | 
                1.3355 | 
                1.3470 | 
                 | 
             
            
                | S3 | 
                1.3118 | 
                1.3197 | 
                1.3448 | 
                 | 
             
            
                | S4 | 
                1.2881 | 
                1.2960 | 
                1.3383 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.3575 | 
         
        
            | 
2.618             | 
            1.3575 | 
         
        
            | 
1.618             | 
            1.3575 | 
         
        
            | 
1.000             | 
            1.3575 | 
         
        
            | 
0.618             | 
            1.3575 | 
         
        
            | 
HIGH             | 
            1.3575 | 
         
        
            | 
0.618             | 
            1.3575 | 
         
        
            | 
0.500             | 
            1.3575 | 
         
        
            | 
0.382             | 
            1.3575 | 
         
        
            | 
LOW             | 
            1.3575 | 
         
        
            | 
0.618             | 
            1.3575 | 
         
        
            | 
1.000             | 
            1.3575 | 
         
        
            | 
1.618             | 
            1.3575 | 
         
        
            | 
2.618             | 
            1.3575 | 
         
        
            | 
4.250             | 
            1.3575 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Feb-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.3575 | 
                                1.3588 | 
                             
                            
                                | PP | 
                                1.3556 | 
                                1.3565 | 
                             
                            
                                | S1 | 
                                1.3538 | 
                                1.3542 | 
                             
             
         |